Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16/07/2024 | 22,71% | 0,04 CHF | 0,05 CHF | 160 000 | 160 000 | 71 875 | 71 875 | 3 027 CHF | 3 753 CHF | 99,90% | 99,90% |
15/07/2024 | 24,63% | 0,04 CHF | 0,05 CHF | 160 000 | 160 000 | 72 168 | 72 168 | 2 727 CHF | 3 454 CHF | 100,00% | 100,00% |
12/07/2024 | 22,75% | 0,04 CHF | 0,05 CHF | 160 000 | 160 000 | 72 166 | 72 166 | 2 888 CHF | 3 613 CHF | 100,00% | 100,00% |
11/07/2024 | 31,89% | 0,04 CHF | 0,05 CHF | 160 000 | 160 000 | 79 249 | 79 249 | 2 508 CHF | 3 431 CHF | 100,00% | 100,00% |
10/07/2024 | 49,50% | 0,03 CHF | 0,04 CHF | 170 000 | 170 000 | 79 620 | 79 620 | 2 100 CHF | 3 430 CHF | 100,00% | 100,00% |
09/07/2024 | 56,91% | 0,02 CHF | 0,04 CHF | 170 000 | 170 000 | 79 574 | 79 574 | 1 903 CHF | 3 385 CHF | 99,75% | 99,75% |
08/07/2024 | 39,96% | 0,02 CHF | 0,04 CHF | 170 000 | 170 000 | 79 575 | 79 575 | 2 259 CHF | 3 422 CHF | 99,27% | 99,27% |
05/07/2024 | 76,24% | 0,02 CHF | 0,04 CHF | 170 000 | 170 000 | 79 621 | 79 621 | 1 513 CHF | 3 352 CHF | 100,00% | 100,00% |
04/07/2024 | 69,78% | 0,02 CHF | 0,04 CHF | 70 000 | 70 000 | 58 319 | 58 319 | 1 177 CHF | 2 449 CHF | 99,61% | 99,61% |
03/07/2024 | 31,08% | 0,02 CHF | 0,04 CHF | 170 000 | 170 000 | 79 612 | 79 612 | 2 450 CHF | 3 506 CHF | 100,00% | 100,00% |